S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Nov-2008
Day Change Summary
Previous Current
07-Nov-2008 10-Nov-2008 Change Change % Previous Week
Open 907.44 936.75 29.31 3.2% 968.67
High 931.46 951.95 20.49 2.2% 1,007.51
Low 906.90 907.47 0.57 0.1% 899.73
Close 930.99 919.21 -11.78 -1.3% 930.99
Range 24.56 44.48 19.92 81.1% 107.78
ATR 52.33 51.77 -0.56 -1.1% 0.00
Volume
Daily Pivots for day following 10-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,059.65 1,033.91 943.67
R3 1,015.17 989.43 931.44
R2 970.69 970.69 927.36
R1 944.95 944.95 923.29 935.58
PP 926.21 926.21 926.21 921.53
S1 900.47 900.47 915.13 891.10
S2 881.73 881.73 911.06
S3 837.25 855.99 906.98
S4 792.77 811.51 894.75
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,269.42 1,207.98 990.27
R3 1,161.64 1,100.20 960.63
R2 1,053.86 1,053.86 950.75
R1 992.42 992.42 940.87 969.25
PP 946.08 946.08 946.08 934.49
S1 884.64 884.64 921.11 861.47
S2 838.30 838.30 911.23
S3 730.52 776.86 901.35
S4 622.74 669.08 871.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,007.51 899.73 107.78 11.7% 41.98 4.6% 18% False False
10 1,007.51 845.27 162.24 17.6% 44.41 4.8% 46% False False
20 1,044.31 845.27 199.04 21.7% 53.02 5.8% 37% False False
40 1,265.12 839.80 425.32 46.3% 56.08 6.1% 19% False False
60 1,303.04 839.80 463.24 50.4% 45.63 5.0% 17% False False
80 1,313.15 839.80 473.35 51.5% 39.45 4.3% 17% False False
100 1,341.02 839.80 501.22 54.5% 36.52 4.0% 16% False False
120 1,406.32 839.80 566.52 61.6% 33.48 3.6% 14% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,140.99
2.618 1,068.40
1.618 1,023.92
1.000 996.43
0.618 979.44
HIGH 951.95
0.618 934.96
0.500 929.71
0.382 924.46
LOW 907.47
0.618 879.98
1.000 862.99
1.618 835.50
2.618 791.02
4.250 718.43
Fisher Pivots for day following 10-Nov-2008
Pivot 1 day 3 day
R1 929.71 926.07
PP 926.21 923.78
S1 922.71 921.50

These figures are updated between 7pm and 10pm EST after a trading day.

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